Thank you really much for your answers and priceless help. I finally managed to build the project. I tried all your sugestions and in the end chose partly my own way for this simulation.
I used bulledsharp (bullet physics wrapper for c#) for physics engine, but it is important to use the most recent one, compiled by yourself with bulletsharp source from sourceforge svn as well as fresh bullet physics sources itself. Not the one precompiled .dll's, available to download from websites. The version precompiled was too old for me and did not include some precious features developed further.
What I also learned is that for simple simulations where you do not need advanced graphics it is better to use older 3dsmax, ie 2011 (not the most recent 2012), to develop model etc. Mainly because there are more plugins and exporters.
Whats more it is really helpful to check out the tutorials in all available frameworks (sharpdx, xna, xna4, slimdx, c++ and other).
Finally, my approach was to build the glass wall using really small cube pieces. Of course to make the simulation run you must have really powerful machine. In case you have something less powerfull you can use bigger cubes. It is important to make all the cubes created with sleeping island state.
Now, every piece have his representation in two dimentional array of floats. The number there indicates what is the connection strength between two cubes. When the stone is thrown, and collsiion is detected, the force is being computed for each cube in the wall (including stone mass, and velocity, cube mass and size and distance from the center of collision) and subtracted from the array in the circle-like pattern. Those cubes which after subtraction has zero or less connection strength are made active. This causes the cubs to move.
This is it. Thanks for your help.